+111.8%
JHX vs D
+48.0%
+63.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -0.2% | -1.4% | +1.2% | +0.4% |
| 30D | +13.1% | +7.7% | +5.4% | +9.4% |
| 3M | -10.0% | -0.3% | -9.7% | -9.9% |
| 6M | +38.9% | +10.1% | +28.9% | +32.7% |
| YTD | +34.0% | +19.1% | +14.9% | +23.4% |
| 1Y | +66.0% | +15.9% | +50.1% | +54.5% |
| 3Y | -6.2% | +75.0% | -81.2% | -29.8% |
| 5Y | -31.6% | +13.4% | -45.0% | -37.3% |
| All | +111.8% | +48.0% | +63.8% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling